Multidimensional Statistical Analysis and Theory of Random Matrices

Contents:

Some remarks and a bibliography on the Kantorovich inequality
G. Alpargu and G.P.H. Styan

Band random matrices and quantum chaos
G. Casati

Weighted continuous metric scaling
C.M. Cuadras and J. Fortiana

Canonical equation for the resolvent of empirical covariance matrices pencil
V.L. Girko and A.K. Gupta

Strong Law for the eigenvalues of empirical covariance matrices
V.L. Girko

On the asymptotic behavior of Markov chains with small random perturbations of transition probabilities
F. Hoppensteadt, H. Salehi and A. Skorokhod

Multivariate statistical inference involving circulant matrices: A review
R. Khattree

Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices
T. Kollo and H. Neudecker

Formal density expansions via multivariate mixtures
T. Kollo and D. von Rosen

Double shrinkage estimators of ratio of variances
T. Kubokawa and M.S. Srivastava

On sequential search for significant variables of unknown function
M. Malyutov and I. Tsitovich

Heirarchical random matrices and operators. Application to Anderson model
S. Molchanov

Asymptotic properties of invariant tests
A. Nagaev

New classes of probability inequalities for some classical distributions
D.St.P. Richards

Equivariant estimation of a subspace
A. Ruchin

Optimal design of experiments for multivariate response in two-factor linear models
R. Schwabe

Multivariate analysis: Does it really work in statistical applications?
P.K. Sen

Robust estimation and testing the mean vector
M.L. Tiku

Detection of outliers in the presence of multicollinearity
C.G. Troskie and D.O. Chalton

Estimation in multivariate elliptically contoured linear models II
Tonghui Wang

Mean and covariance structure analysis with missing data
Ke-Hai Yuan and P.M. Bentler

Multivariate elliptically contoured linear models and some aspects of the theory of random matrices
V.L. Girko and A.K. Gupta

1996; xii pages
ISBN 90-6764-208-8
Price: EUR 171/US$ 199